Wild Randomness and the Application of Hyperbolic Diffusion in Financial Modelling
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DOI: 10.31390/josa.2.1.07
Abstract: The application of the Cauchy distribution has often been discussed as a potential model of the financial markets. In particular the way in which single extreme, or "Black Swan", events can impact long term historical… read more here.
Keywords: application; hyperbolic diffusion; application hyperbolic; randomness application ... See more keywords